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{type} for {date}

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	param	t-stat
$ω$	0.8801	5.33
$α$	0.0623	5.93
$β$	0.9097	74.37
$γ_{1}$	-0.0017	-0.03
$γ_{2}$	0.1252	1.79
$γ_{3}$	-0.2769	-3.62
$γ_{4}$	0.2128	1.86
$γ_{5}$	-0.0410	-0.39
$γ_{6}$	-0.0684	-0.77
$γ_{7}$	0.0787	1.20
$γ_{8}$	-0.0001	-0.00
$γ_{9}$	-0.0551	-1.29

V-Lab

Shell PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shell PLC Analyses